Just uncompress IntelBurnTest in a directory like C:\My_UBCD4Win_Custom_Files and add this directory in "Custom: (include files or folders from this directory)". If it doesn't work or you want to create shortcuts: you could find instructions & tools here "Robvdb how plugin" and "royalbox's barts pe plugin creator" here

You can run something like BartPe. There is even a version that has the plugins already installed called UBCD4Win. Sure enough, they have Prime95 in there as well. And it can run from a USBstick. (Based on info here it appears the second method is the better/easier one. YMMV)